Natarajan, Karthik; Song, Miao; Teo, Chung-Piaw - In: Management Science 55 (2009) 3, pp. 453-469
Given a discrete maximization problem with a linear objective function where the coefficients are chosen randomly from a distribution, we would like to evaluate the expected optimal value and the marginal distribution of the optimal solution. We call this the persistency problem for a discrete...